+394.5%
GLW vs XLU
+43.5%
+351.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.2% |
| 7D | +16.9% | +0.6% | +16.2% | +16.5% |
| 30D | +7.0% | -0.4% | +7.4% | +7.3% |
| 3M | -3.0% | -1.7% | -1.2% | -2.2% |
| 6M | +31.0% | -7.1% | +38.1% | +36.7% |
| YTD | +93.4% | +1.9% | +91.5% | +91.8% |
| 1Y | +134.7% | +6.1% | +128.6% | +128.2% |
| 3Y | +471.8% | +48.8% | +423.0% | +363.5% |
| 5Y | +394.5% | +43.8% | +350.7% | +298.0% |
| All | +394.5% | +43.5% | +351.0% | +298.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XLU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling